Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-15 0.311918 0.339956 0.370431 0.406200 0.447278 0.493269 0.549072
2025-06-22 0.274355 0.310114 0.351179 0.402389 0.465355 0.541360 0.641823
2025-06-29 0.248743 0.288794 0.336714 0.399334 0.480657 0.585184 0.734116
2025-07-06 0.225558 0.267109 0.318376 0.387818 0.481984 0.609392 0.802921
2025-07-13 0.214197 0.258511 0.314840 0.393896 0.505910 0.665836 0.926311
2025-07-20 0.204431 0.250785 0.311251 0.398831 0.527972 0.721876 1.059944
2025-07-27 0.193698 0.240757 0.303446 0.396638 0.538751 0.761651 1.174829
2025-08-03 0.185680 0.233668 0.298882 0.398294 0.554995 0.811843 1.319505
2025-08-10 0.174310 0.221193 0.285772 0.385921 0.547462 0.820667 1.386722
2025-08-17 0.163503 0.208873 0.272052 0.371416 0.534766 0.818387 1.430363
2025-08-24 0.157587 0.203092 0.267375 0.370378 0.544105 0.856818 1.571338
2025-08-31 0.155380 0.202418 0.270056 0.380994 0.574298 0.938972 1.839381
2025-09-07 0.150956 0.198439 0.267746 0.383706 0.591562 1.000435 2.085459
2025-09-14 0.145602 0.192808 0.262555 0.381182 0.598911 1.042792 2.298697
2025-09-21 0.140703 0.187604 0.257699 0.378792 0.606168 1.086277 2.536419
2025-09-28 0.134348 0.179926 0.248550 0.368314 0.596597 1.090102 2.649658
2025-10-05 0.131986 0.178183 0.248683 0.374032 0.619701 1.174932 3.092380
2025-10-12 0.129539 0.176177 0.248246 0.378642 0.641072 1.260498 3.604076
2025-10-19 0.125919 0.172188 0.244350 0.376626 0.648224 1.311141 4.011560
2025-10-26 0.123216 0.169513 0.242468 0.378169 0.663224 1.386606 4.610608
2025-11-02 0.118228 0.163050 0.233977 0.366699 0.648133 1.374085 4.738682
2025-11-09 0.113127 0.156258 0.224691 0.353235 0.627454 1.342272 4.741445
2025-11-16 0.110575 0.153443 0.222003 0.352271 0.635276 1.397153 5.326218